Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-17 00:00:00+00:00 0.542263 0.606955 0.679482 0.767457 0.872150 0.993858 1.147693
2024-11-24 00:00:00+00:00 0.461764 0.541317 0.636651 0.761191 0.922477 1.128527 1.418971
2024-12-01 00:00:00+00:00 0.393645 0.476423 0.580371 0.723685 0.921539 1.193885 1.614360
2024-12-08 00:00:00+00:00 0.344663 0.427720 0.535970 0.691935 0.919170 1.253025 1.813250
2024-12-15 00:00:00+00:00 0.320806 0.408059 0.526071 0.703921 0.978124 1.410601 2.208693
2024-12-22 00:00:00+00:00 0.305726 0.397969 0.527193 0.730625 1.062516 1.625937 2.779479
2024-12-29 00:00:00+00:00 0.288724 0.383089 0.519222 0.741666 1.123027 1.815219 3.380833
2025-01-05 00:00:00+00:00 0.273097 0.368454 0.509626 0.748154 1.176193 2.004168 4.073464
2025-01-12 00:00:00+00:00 0.256794 0.351242 0.494095 0.742359 1.205703 2.153993 4.754928
2025-01-19 00:00:00+00:00 0.237074 0.327282 0.465720 0.711013 1.181545 2.184262 5.132270
2025-01-26 00:00:00+00:00 0.227571 0.318223 0.460198 0.718736 1.234638 2.401569 6.220553
2025-02-02 00:00:00+00:00 0.219430 0.310605 0.456198 0.728456 1.293362 2.651216 7.640240
2025-02-09 00:00:00+00:00 0.208413 0.298029 0.443481 0.721685 1.318778 2.833913 9.043685
2025-02-16 00:00:00+00:00 0.199552 0.288306 0.434767 0.721479 1.358994 3.073893 11.037526
2025-02-23 00:00:00+00:00 0.186489 0.270894 0.411403 0.689888 1.321071 3.074614 11.831426
2025-03-02 00:00:00+00:00 0.175122 0.255682 0.390901 0.662072 1.288061 3.082739 12.728586
2025-03-09 00:00:00+00:00 0.170715 0.251815 0.390232 0.674555 1.356301 3.445617 16.697357
2025-03-16 00:00:00+00:00 0.168501 0.251453 0.395755 0.700505 1.464731 4.006276 24.172367
2025-03-23 00:00:00+00:00 0.164380 0.247538 0.394380 0.711420 1.535946 4.473745 33.253946
2025-03-30 00:00:00+00:00 0.159969 0.242848 0.391169 0.717859 1.596432 4.939079 45.892869
2025-04-06 00:00:00+00:00 0.154461 0.235923 0.383198 0.712583 1.621798 5.267797 59.779974
2025-04-13 00:00:00+00:00 0.146521 0.224311 0.365487 0.683075 1.568530 5.192898 64.093678
2025-04-20 00:00:00+00:00 0.143237 0.220886 0.363535 0.690450 1.631791 5.755052 96.402185